+532.1%
RSP vs BAH
+1,056.2%
-524.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.7% |
| 7D | -1.0% | -3.5% | +2.5% | -0.2% |
| 30D | +2.6% | +24.3% | -21.7% | -2.9% |
| 3M | -0.8% | +16.3% | -17.1% | -4.8% |
| 6M | +6.3% | +13.6% | -7.3% | +1.9% |
| YTD | +14.1% | +3.5% | +10.6% | +10.8% |
| 1Y | +18.0% | +2.7% | +15.3% | +14.5% |
| 3Y | +61.0% | -26.6% | +87.6% | +64.7% |
| 5Y | +45.6% | +8.5% | +37.1% | +30.1% |
| 10Y | +220.2% | +225.1% | -4.9% | +110.1% |
| All | +532.1% | +1,056.2% | -524.2% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling